A general prediction theorem for unbounded weights

MaRDI QIDQ2705855zbMATH OpenFDO

Authors Stephen D. Abbott, Bruce Hanson

Publication date 19 March 2001

Published in Houston Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

extremal problemreproducing kernel function

Mathematics Subject Classification ID

Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Linear symmetric and selfadjoint operators (unbounded) (47B25) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Applications of operator theory in probability theory and statistics (47N30) Prediction theory (aspects of stochastic processes) (60G25)

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Cited in

(1)

• A Unified Approach to Some Prediction Problems

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